Elements of Stochastic Modelling - Couverture rigide

Borovkov, Konstantin

Couverture rigide

ISBN 10 : 9814571156 ISBN 13 : 9789814571159

Editeur : World Scientific Publishing Co Pte Ltd, 2014

A propos du livre

Présentation de l'éditeur :

This is the expanded second edition of a successful textbook that provides a broad introduction to important areas of stochastic modelling. The original text was developed from lecture notes for a one-semester course for third-year science and actuarial students at the University of Melbourne. It reviewed the basics of probability theory and then covered the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation.

Reviews of the First Edition:
The author is a well-known probabilist and now he is showing that he is also an excellent writer of a book for university students … in this book we find carefully selected topics from the area of stochastic modelling all presented in a masterful way. - Zentralblatt MATH

This is a very well-written brief introduction to stochastic modeling and related topics. This is a text that every professional in the field might want to consider adding to his bookshelf. For those instructors who like the choice of topics covered, it is also a nice candidate for a very advanced undergraduate or beginning graduate course in stochastic processes for students in various fields who have very good mathematical backgrounds and previous courses in probability theory. - The American Statistician

A fine pedagogical touch and a good sense of proportion make the text extremely well balanced. A very intelligent book indeed. - Acta Scientiarum Mathematicarum

This is the expanded second edition of a successful textbook that provides a broad introduction to important areas of stochastic modelling. The original text was developed from lecture notes for a one-semester course for third-year science and actuarial students at the University of Melbourne. It reviewed the basics of probability theory and then covered the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation.

The present edition adds new chapters on elements of stochastic calculus and introductory mathematical finance that logically complement the topics chosen for the first edition. This makes the book suitable for a larger variety of university courses presenting the fundamentals of modern stochastic modelling. Instead of rigorous proofs we often give only sketches of the arguments, with indications as to why a particular result holds and also how it is related to other results, and illustrate them by examples. Wherever possible, the book includes references to more specialised texts on respective topics that contain both proofs and more advanced material.

Revue de presse :

This book is a very readable and comprehensive introduction to the most important topics of stochastic modeling. Each chapter also contains a section with recommended literature, so that a reader who becomes interested in certain topics can easily find more details and additional mathematical results. --Mathematical Reviews

À propos de cette édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2014
• ISBN 10: 9814571156
• ISBN 13: 9789814571159
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 500